+18.0%
Q vs TAP
+4.4%
+13.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | +1.1% |
| 7D | -3.3% | +9.9% | -13.2% | +0.6% |
| 30D | -9.7% | +18.1% | -27.8% | -3.6% |
| 3M | -16.1% | +3.2% | -19.3% | -13.7% |
| 6M | -15.7% | +8.4% | -24.1% | -11.6% |
| YTD | +45.7% | -4.4% | +50.2% | +50.7% |
| 1Y | +18.0% | +3.2% | +14.8% | +19.9% |
| All | +18.0% | +4.4% | +13.6% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling